Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389978.2871 | 360741.0345 | 29237.2525 | 468797.8761 | 616996.2816 | -148198.4055 |
Total P&L (%) | 389.9783 | 360.741 | 29.2373 | 468.7979 | 616.9963 | -148.1984 |
Avg Daily Profit (%) | 0.1832 | 0.1695 | 0.0137 | 0.0817 | 0.0926 | 0 |
Buy And Hold Return (%) | 46.567 | 46.567 | 46.567 | 46.567 | 46.567 | 46.567 |
Max Trade Drawdown | -127716 | -80656 | -85011 | -1694357 | -922601 | -935070 |
Profit Factor | 1.4582 | 1.8495 | 1.0686 | 1.0873 | 1.236 | 0.9462 |
Total Trades | 307 | 154 | 153 | 307 | 154 | 153 |
Winning Trades | 129 | 62 | 67 | 129 | 62 | 67 |
Losing Trades | 178 | 92 | 86 | 178 | 92 | 86 |
Profitability (%) | 42.0195 | 40.2597 | 43.7909 | 42.0195 | 40.2597 | 43.7909 |
Ratio Avg Win / Avg Loss | 2.0121 | 2.7444 | 1.3716 | 1.5003 | 1.8341 | 1.2146 |
Largest Winning Trade | 157756 | 157756 | 49016 | 379528 | 379528 | 315187 |
Largest Losing Trade | -21448 | -16443 | -21448 | -273096 | -273096 | -220771 |
Avg Bars in Trades | 19 | 20 | 18 | 19 | 20 | 18 |
Avg Bars in Winners | 31 | 32 | 30 | 31 | 32 | 30 |
Avg Bars in Losers | 10 | 11 | 10 | 10 | 11 | 10 |
Bars Traded | 6020 | 3128 | 2891 | 6020 | 3128 | 2891 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303101 | 274012 | -487262 | -208470 | -71379 | -581002 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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